+281.7%
CORZ vs TFC
+54.4%
+227.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | -7.8% | +1.7% | -9.5% | -8.9% |
| 30D | -14.8% | +9.0% | -23.8% | -20.1% |
| 3M | -32.5% | -2.1% | -30.3% | -32.0% |
| 6M | -42.7% | +3.4% | -46.1% | -45.7% |
| YTD | -9.8% | +5.3% | -15.1% | -16.6% |
| 1Y | -31.9% | +16.2% | -48.1% | -42.4% |
| All | +281.7% | +54.4% | +227.3% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling